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in the foreign currency. However there exists a forward traded asset in this country the price of which is highly … of foreign exchange has a regression relationship with the price of the forward traded asset. …
Persistent link: https://www.econbiz.de/10010398039
in the foreign currency. However there exists a forward traded asset in this country the price of which is highly … of foreign exchange has a regression relationship with the price of the forward traded asset. …
Persistent link: https://www.econbiz.de/10009681110
Persistent link: https://www.econbiz.de/10001669436
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Within the prospect theory the paper examines production and hedging decisions of a competitive firm under price … theory, mean-variance model, price uncertainty …
Persistent link: https://www.econbiz.de/10003841926
. For example, the nature of monotonicity of the indifference curve depends on the underlying mean. Price hedging decisions …. -- Prospect theory ; mean-variance model ; indifference curve ; price uncertainty ; hedging …
Persistent link: https://www.econbiz.de/10003980000
This paper examines the interplay between the real and financial decisions of the competitive firm under output price …. -- Background risk ; Capital structure ; Price uncertainty …
Persistent link: https://www.econbiz.de/10003971039
Persistent link: https://www.econbiz.de/10011795807
The paper focuses on the interaction between the solvency probability of a banking firm and the diversification potential of its asset portfolio when determining optimal equity capital. The purpose of this paper is to incorporate value at risk (VaR) into the firm-theoretical model of a banking...
Persistent link: https://www.econbiz.de/10009768157